Reputation: 914
I am trying to incorporate a dynamic commission fee in the strategy tester. I am aware the PineScript strategy
function provides some functionality to specify commission fees, for example
strategy(..., commission_type=strategy.commission.cash_per_contract, commission_value=0.005)
This however is a bit restrictive in terms of setting a min commission fee.
The outcome I am looking for is being able to set a min commission value, for example:
If flat fee * quantity is less than $1, use $1.
I have tried calculating the fee and setting it after strategy initialization, this however does not work since it does not seem the strategy instance provides an attribute for such a case:
if (strategy.position_size < 0) // Short position
....
....
....
if (....)
// Perhaps set fee here in some way
strategy.close("Short")
Is the outcome I am trying to achieve possible in the trading view strategy tester?
Upvotes: 0
Views: 48